+3.3%
BAM vs FGI
+46.9%
-43.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +9.7% | -7.0% | +16.7% | +9.8% |
| 30D | +19.0% | -4.2% | +23.2% | +19.0% |
| 3M | +0.6% | +55.6% | -55.0% | -1.5% |
| 6M | +11.1% | -3.2% | +14.2% | +9.4% |
| YTD | +4.2% | +29.1% | -24.9% | +1.6% |
| 1Y | +3.3% | +51.0% | -47.6% | -0.7% |
| All | +3.3% | +46.9% | -43.6% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling